+147.2%
QCOM vs DDOG
+343.7%
-196.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.9% |
| 7D | +0.4% | -23.9% | +24.3% | +6.6% |
| 30D | -6.6% | -34.0% | +27.4% | +2.4% |
| 3M | +3.7% | -21.9% | +25.6% | +8.7% |
| 6M | -13.3% | +24.6% | -37.9% | -21.4% |
| YTD | -1.8% | +31.7% | -33.4% | -13.7% |
| 1Y | -2.5% | -6.2% | +3.7% | -6.6% |
| 3Y | +47.0% | +125.1% | -78.1% | +6.8% |
| 5Y | +13.1% | -3.5% | +16.6% | -5.3% |
| All | +147.2% | +343.7% | -196.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DDOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling